Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research (Q3606103): Difference between revisions

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-Q191327
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+Svetlozar T. Rachev
@@ Property / author: Svetlozar T. Rachev / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/978-3-7908-2050-8_12
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+W139911216
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+Q3049735
@@ Property / cites work: Q3049735 / rank @@
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+A GARCH option pricing model with \(\alpha\)-stable innovations
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@@ Property / cites work @@
+Smoothly truncated stable distributions, GARCH-models, and option pricing
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@@ Property / cites work @@
+Q2709279
@@ Property / cites work: Q2709279 / rank @@
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@@ Property / cites work @@
+A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING
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